-93.2%
FRMI vs IOVA
+362.8%
-455.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.5% | -9.1% | -10.4% |
| 7D | -39.7% | -41.3% | +1.5% | -36.2% |
| 30D | -55.2% | -38.5% | -16.7% | -52.8% |
| 3M | -71.2% | +99.5% | -170.7% | -74.1% |
| 6M | -64.1% | +126.0% | -190.1% | -68.2% |
| YTD | -77.2% | +218.7% | -295.9% | -81.4% |
| 1Y | -93.2% | +378.0% | -471.2% | -94.6% |
| All | -93.2% | +362.8% | -455.9% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling